메뉴 건너뛰기




Volumn 58, Issue 3, 1996, Pages 537-553

Future developments in the study of cointegrated variables

(2)  Granger, C W J a   Swanson, Norman a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 17644378128     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.1996.mp58003007.x     Document Type: Article
Times cited : (46)

References (21)
  • 2
    • 49149136203 scopus 로고
    • A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the "Business cycle"
    • Beveridge, Stephen and Nelson, Charles R. (1981). 'A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the "Business cycle"', Journal of Monetary Economics, Vol. 7, pp. 151-74.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 5
    • 84952524237 scopus 로고
    • Estimation of Common Long Memory Components in Cointegrated Systems
    • Gonzalo, J. and Granger, C. W. J. (1995). 'Estimation of Common Long Memory Components in Cointegrated Systems', Journal of Bus. & Econ. Statistics, Vol. 13, pp. 27-35.
    • (1995) Journal of Bus. & Econ. Statistics , vol.13 , pp. 27-35
    • Gonzalo, J.1    Granger, C.W.J.2
  • 6
    • 84981566273 scopus 로고
    • Developments in the Study of Cointegrated Economic Variables
    • Granger, C. W. J. (1986). 'Developments in the Study of Cointegrated Economic Variables', BULLETIN, Vol. 48, pp. 213-28.
    • (1986) Bulletin , vol.48 , pp. 213-228
    • Granger, C.W.J.1
  • 7
    • 0005684469 scopus 로고
    • What Are We Learning about the Long-Run?
    • Granger, C. W. J. (1993). 'What Are We Learning About the Long-Run?', Economic Journal, Vol. 103, pp. 307-17.
    • (1993) Economic Journal , vol.103 , pp. 307-317
    • Granger, C.W.J.1
  • 8
    • 84981669150 scopus 로고
    • Long Memory Processes with Attractors
    • Granger, C. W. J. and Hallman, J. (1991). 'Long Memory Processes with Attractors', BULLETIN, Vol. 53, pp. 11-26.
    • (1991) Bulletin , vol.53 , pp. 11-26
    • Granger, C.W.J.1    Hallman, J.2
  • 9
  • 16
    • 70350116579 scopus 로고
    • Stochastic Trends and Short-Run Relationships between Financial Variables and Real Activity
    • Konishi, T., Ramey, V. and Granger, C. W. J. (1993). 'Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity', NBER Working Paper Series, No. 4275.
    • (1993) NBER Working Paper Series , Issue.4275
    • Konishi, T.1    Ramey, V.2    Granger, C.W.J.3
  • 17
    • 0001252785 scopus 로고
    • Noise and Statistical Periodicity
    • Lagota, A. and Mackey, M. C. (1987). 'Noise and Statistical Periodicity', Physica, 28D, 143-154.
    • (1987) Physica , vol.28 D , pp. 143-154
    • Lagota, A.1    Mackey, M.C.2
  • 18
    • 84986786266 scopus 로고
    • Sur un Modèle Autorégressif non linear, ergodicité et ergodicité géométrique
    • Mokkadem, A. (1987). 'Sur un Modèle Autorégressif non linear, ergodicité et ergodicité géométrique', Journal of Time Series Analysis, Vol. 18, pp. 195-204.
    • (1987) Journal of Time Series Analysis , vol.18 , pp. 195-204
    • Mokkadem, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.